Pierpaolo Grippa is a Senior Economist in the Monetary and Capital Markets Department of the International Monetary Fund. Since joining the IMF he has assessed the compliance of supervisory frameworks with the Basel Core Principles for effective banking supervision (including in the UK and the Euro Area), conducted solvency and liquidity stress tests, and spearheaded the initial development of scenario-based climate risk analysis in FSAPs (UK and Norway).
Until 2013, he was head of the Division covering supervisory methods and financial conglomerates in the Financial Policy and Regulation department of Banca d’Italia. He was a member of several working groups in the Basel Committee, including on banks’ internal model validation, risk measurement, and counterpart credit risk. He was member of the teams assessing consistency of national regulation with the Basel capital framework in USA (2012) and China (2013).
Research interests
Integrating transition plans in financial supervision
Scenario-based analysis of climate-related risks
Role of financial sector authorities in the economy transition
Global prudential policies and their impact on the transition in emerging markets